The fuzzy fractional differential equation explains more complex real-world phenomena than the fractional differential equation does. Therefore, numerous techniques have been timely derived to solve various fractional time-dependent models. In this paper, we develop two compact finite difference schemes and employ the resulting schemes to obtain a certain solution for the fuzzy time-fractional convection–diffusion equation. Then, by making use of the Caputo fractional derivative, we provide new fuzzy analysis relying on the concept of fuzzy numbers. Further, we approximate the time-fractional derivative by using a fuzzy Caputo generalized Hukuhara derivative under the double-parametric form of fuzzy numbers. Furthermore, we introduce new computational techniques, based on fuzzy double-parametric form, to shift the given problem from one fuzzy domain to another crisp domain. Moreover, we discuss some stability and error analysis for the proposed techniques by using the Fourier method. Over and above, we derive several numerical experiments to illustrate reliability and feasibility of our proposed approach. It was found that the fuzzy fourth-order compact implicit scheme produces slightly better results than the fourth-order compact FTCS scheme. Furthermore, the proposed methods were found to be feasible, appropriate, and accurate, as demonstrated by a comparison of analytical and numerical solutions at various fuzzy values.